ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 20-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2010 |
20-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
133-12 |
134-12 |
1-00 |
0.7% |
132-02 |
| High |
134-31 |
135-07 |
0-08 |
0.2% |
135-07 |
| Low |
132-31 |
133-29 |
0-30 |
0.7% |
131-31 |
| Close |
134-11 |
134-00 |
-0-11 |
-0.3% |
134-00 |
| Range |
2-00 |
1-10 |
-0-22 |
-34.4% |
3-08 |
| ATR |
1-10 |
1-10 |
0-00 |
0.0% |
0-00 |
| Volume |
387,432 |
257,954 |
-129,478 |
-33.4% |
1,520,719 |
|
| Daily Pivots for day following 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-10 |
137-15 |
134-23 |
|
| R3 |
137-00 |
136-05 |
134-12 |
|
| R2 |
135-22 |
135-22 |
134-08 |
|
| R1 |
134-27 |
134-27 |
134-04 |
134-20 |
| PP |
134-12 |
134-12 |
134-12 |
134-08 |
| S1 |
133-17 |
133-17 |
133-28 |
133-10 |
| S2 |
133-02 |
133-02 |
133-24 |
|
| S3 |
131-24 |
132-07 |
133-20 |
|
| S4 |
130-14 |
130-29 |
133-09 |
|
|
| Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-15 |
142-00 |
135-25 |
|
| R3 |
140-07 |
138-24 |
134-29 |
|
| R2 |
136-31 |
136-31 |
134-19 |
|
| R1 |
135-16 |
135-16 |
134-10 |
136-08 |
| PP |
133-23 |
133-23 |
133-23 |
134-03 |
| S1 |
132-08 |
132-08 |
133-22 |
133-00 |
| S2 |
130-15 |
130-15 |
133-13 |
|
| S3 |
127-07 |
129-00 |
133-03 |
|
| S4 |
123-31 |
125-24 |
132-07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
135-07 |
131-31 |
3-08 |
2.4% |
1-18 |
1.2% |
63% |
True |
False |
304,143 |
| 10 |
135-07 |
129-03 |
6-04 |
4.6% |
1-12 |
1.0% |
80% |
True |
False |
289,502 |
| 20 |
135-07 |
126-01 |
9-06 |
6.9% |
1-08 |
0.9% |
87% |
True |
False |
278,573 |
| 40 |
135-07 |
124-19 |
10-20 |
7.9% |
1-07 |
0.9% |
89% |
True |
False |
273,842 |
| 60 |
135-07 |
121-06 |
14-01 |
10.5% |
1-08 |
0.9% |
91% |
True |
False |
268,804 |
| 80 |
135-07 |
117-02 |
18-05 |
13.5% |
1-12 |
1.0% |
93% |
True |
False |
213,361 |
| 100 |
135-07 |
113-06 |
22-01 |
16.4% |
1-08 |
0.9% |
94% |
True |
False |
170,742 |
| 120 |
135-07 |
113-06 |
22-01 |
16.4% |
1-03 |
0.8% |
94% |
True |
False |
142,289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-26 |
|
2.618 |
138-21 |
|
1.618 |
137-11 |
|
1.000 |
136-17 |
|
0.618 |
136-01 |
|
HIGH |
135-07 |
|
0.618 |
134-23 |
|
0.500 |
134-18 |
|
0.382 |
134-13 |
|
LOW |
133-29 |
|
0.618 |
133-03 |
|
1.000 |
132-19 |
|
1.618 |
131-25 |
|
2.618 |
130-15 |
|
4.250 |
128-10 |
|
|
| Fisher Pivots for day following 20-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
134-18 |
134-02 |
| PP |
134-12 |
134-01 |
| S1 |
134-06 |
134-01 |
|